As a resident of more than one state, you may legally acquire firearms from either state of official residence... DURING THE TIME IN WHICH YOU ARE RESIDENT IN THE STATE IN WHICH THE TRANSFER OCCURS.

For active duty military, for instance, they are considered a resident of their permanent residence state, and also of the state in which they are at the time stationed, provided they are stationed there on permanent change of station orders, and not TDY.

If you normally live and reside in WY, but have property in CO, and reside there during part of the year, you are legally a resident of Colorado while living there.

There are some wierd laws regarding taxes, and voter registrations for dual/multiple residents, but this is the firearms perspective.